-60.3%
FCEL vs XME
+132.9%
-193.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.9% |
| 7D | +15.1% | -0.2% | +15.3% | +15.7% |
| 30D | -16.4% | +1.4% | -17.8% | -18.4% |
| 3M | -5.3% | +2.7% | -8.0% | -8.3% |
| 6M | +124.5% | +6.5% | +118.0% | +110.2% |
| YTD | +126.7% | +15.2% | +111.5% | +97.3% |
| 1Y | +219.9% | +43.5% | +176.4% | +116.1% |
| All | -60.3% | +132.9% | -193.2% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling